-32.9%
TER vs WCC
-11.7%
-21.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +8.1% | +4.6% | +3.0% |
| 7D | -5.8% | -5.7% | -0.1% | +0.8% |
| 30D | -38.9% | -13.5% | -25.4% | -27.5% |
| 3M | -35.1% | -12.9% | -22.3% | -23.4% |
| All | -32.9% | -11.7% | -21.1% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling